Making Sense of Beta, Size, and Book-to-Market

• 31 January 1995
• journal article
• Published by With Intelligence LLC in The Journal of Portfolio Management
• Vol. 21  (2) , 26-34
• https://doi.org/10.3905/jpm.1995.409506

Abstract

Keywords

• SIZE
• BOOK TO MARKET
• MAKING SENSE OF BETA